We present a fuzzy version of theGarman-Kohlhagen (FG-K) formula for pricing European currency option based on the extension principle. In order to keep consistent with the real market, we assume that the interest rate, the spot exchange rate, and the volatility are fuzzy numbers in the FG-K formula. The conditions of a basic proposition about the fuzzy-valued functions of fuzzy subsets are mod...

in this paper, a certain new connectedness of l-fuzzy subsets inl-topological spaces is introduced and studied by means of preclosed sets. itpreserves some fundamental properties of connected set in general topology.especially the famous k. fan’s theorem holds.

The fuzzy K-means problem is a generalization of the classical K-means problem to soft clusterings, i.e. clusterings where each points belongs to each cluster to some degree. Although popular in practice, prior to this work the fuzzy K-means problem has not been studied from a complexity theoretic or algorithmic perspective. We show that optimal solutions for fuzzy K-means cannot, in general, b...

The aim of our research is to classify digital mammograms into two classes, abnormal microcalcification and normal. Texture is one of the major mammographic characteristics. The statistical textural of Gray Level Coocurrence Matrix (GLCM) used in characterizing images are contrast, energy and entropy. K-Nearest Neighbor (K-NN) and Fuzzy K-Nearest Neighbor (FK-NN) was proposed for classifying im...

A quantum hybrid (QH) intelligent approach that blends the adaptive search capability of the quantum-behaved particle swarm optimisation (QPSO) method with the intuitionistic rationality of traditional fuzzy k-nearest neighbours (Fuzzy k-NN) algorithm (known simply as the Q-Fuzzy approach) is proposed for efficient feature selection and classification of cells in cervical smeared (CS) images. F...

The sequence X = {Ark } of fuzzy numbers is statistically convergent to the fuzzy number 3(o provided that for each e ~ 0 lim l{the number ofk~e} = 0. n In this paper we study a related concept of convergence in which the set {k: k<~n} is replaced by {k: kr-1 -~k<~kr} for some lacunary sequence {k~}. Also we introduce the concept of lacunary statistically Cauchy sequence and show...

The family of k-additive measures has been introduced as a midterm between probabilities and general fuzzy measures and finds a wide number of applications in practice. However, its structure is different from other families of fuzzy measures and is certainly more complex (for instance, its vertices are not always {0, 1}valued), so it has not been yet fully studied. In this paper we present som...

In this paper, we propose a fuzzy SVk -modes algorithm that uses the fuzzy k -modes clustering process to cluster categorical data with set-valued attributes. In the proposed algorithm, we use Jaccard coefficient to measure the dissimilarity between two objects and represent the center of a cluster with set-valued modes. A heuristic update way of cluster prototype is developed for the fuzzy par...

The digital hardware implementation of various fuzzy operations furthermore of fuzzy flip-flops has been the subject of intense study and application. The fuzzy D flip-flop derived from fuzzy J-K one is a single input single output unit with sigmoid transfer characteristics in some particular cases, proper to use as neuron in a Fuzzy Neural Networks (FNN). In this paper we propose the hardware ...